Access Statistics for Degui Li

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Flexible Semiparametric Model for Time Series 1 1 2 52 1 1 7 73
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 1 1 5 129
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 0 1 40 0 0 6 54
A flexible semiparametric model for time series 1 1 1 50 1 1 3 84
Estimating Smooth Structural Change in Cointegration Models 0 0 2 124 1 1 7 195
Estimating Smooth Structural Change in Cointegration Models 1 1 1 63 3 6 14 130
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 3 124 0 0 8 303
Estimation in Semiparametric Time Series Regression 1 1 1 66 1 1 2 108
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 20 0 2 6 118
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 1 53 0 1 7 131
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 1 1 4 53 2 6 23 85
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 2 3 4 82 2 4 11 99
Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates 1 1 3 37 2 3 14 85
Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate 0 0 0 1 0 0 2 20
Loch linear fitting under near epoch dependence: uniform consistency with convergence rate 0 0 0 2 0 0 2 21
New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models 0 0 0 28 0 0 6 65
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 2 95 0 0 9 174
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 1 62 0 0 5 136
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 2 2 4 130 3 3 20 289
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models 0 2 13 76 1 6 35 83
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 2 159 0 4 13 378
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables 0 0 0 32 1 1 3 110
Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data 0 0 0 44 1 1 8 217
Semiparametric Model Averaging of Ultra-High Dimensional Time Series 1 1 1 65 1 2 5 93
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 1 1 98 0 2 7 218
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 1 1 2 19 2 2 6 100
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 78 0 0 7 190
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 49 0 0 1 160
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 8 1 1 1 32
Semiparametric model averaging of ultra-high dimensional time series 0 0 1 28 1 2 5 53
Specification Testing in Nonstationary Time Series Models 0 0 0 72 0 1 3 139
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 0 1 6 81
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 30 0 0 3 112
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 0 1 2 101
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 1 1 1 34 1 1 9 96
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 1 1 2 85
Total Working Papers 13 17 51 1,991 27 56 273 4,547
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS 0 0 1 19 0 3 9 74
A flexible semiparametric forecasting model for time series 0 2 4 19 2 6 17 102
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables 1 1 5 6 2 8 21 24
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors 0 0 0 2 0 0 0 28
Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence 0 0 0 3 0 1 4 46
Change point estimators by local polynomial fits under a dependence assumption 0 0 0 12 0 0 0 58
Estimating smooth structural change in cointegration models 1 1 1 20 1 1 8 70
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 1 46 0 1 2 136
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 1 3 7 85
Estimation in generalised varying-coefficient models with unspecified link functions 0 0 0 16 0 0 2 87
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation 0 1 1 1 1 2 5 6
Estimation of semi-varying coefficient models with nonstationary regressors 1 1 1 4 2 4 7 29
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 9 0 1 6 43
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 1 4 4 2 6 19 19
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES 0 0 1 9 1 4 7 52
Local Linear M‐estimation in non‐parametric spatial regression 0 0 0 53 0 2 8 130
Local composite quantile regression smoothing for Harris recurrent Markov processes 0 0 0 3 0 0 3 31
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients 0 0 3 3 0 0 12 12
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 0 4 10 0 2 18 42
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates 0 0 2 2 0 2 20 22
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 5 122 0 0 11 335
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 0 5 0 1 2 16
Robust estimation in a nonlinear cointegration model 0 0 0 25 0 0 3 75
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series 0 0 0 0 1 1 3 4
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 1 1 4 0 1 3 39
Semiparametric trending panel data models with cross-sectional dependence 0 0 2 100 1 1 11 261
Spatial local M-estimation under association 0 0 0 13 0 0 4 46
Specification testing in nonstationary time series models 0 0 0 23 1 1 1 60
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 0 7 0 2 5 45
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 1 3 5 37
Variable selection in partially time-varying coefficient models 0 0 0 0 0 0 1 2
Total Journal Articles 3 8 36 577 16 56 224 2,016


Statistics updated 2021-01-03